Model/Anlys/Valid Sr Analyst in Tampa, FL

$80K - $100K(Ladders Estimates)

Citigroup Inc   •  

Tampa, FL

Industry: Finance & Insurance

  •  

5 - 7 years

Posted 26 days ago

The successful candidate will be responsible for:

  • Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework) and CCAR (Comprehensive Review of the Trading Book);
  • Develop market risk models which are critical for quantifying the market risk exposures of Citi’s trading book and calculating regulatory capital;
  • Collaborate with other teams include Risk IT to implement new models, resolve production issues and enhance existing implementation;
  • Calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates;
  • Perform ongoing analysis of models, including backtesting and profit attribution analysis (PAA);
  • On a regular basis engage market risk managers and the businesses on analytics-related matters;
  • Develop and maintain technical documentation;
  • Support various tasks in response to regulatory and internal risk management requirements

Qualifications

  • 5+ years of experience and a post-graduate degree (master’s or above) in a field with solid quantitative background, such as applied mathematics, statistics, computer science, physics or engineering;

  • Strong technical skills, proficiency in a computational language such as Python or R is required; familiarity with SQL and UNIX is a plus;

  • Experience with analyzing large and complex data sets;

  • Good verbal and written communication skills

  • Job ID: 18073153

Valid Through: 2019-10-15